+47.9%
DE vs FLNC
+53.3%
-5.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +10.0% | -4.9% | +14.9% | +10.0% |
| 30D | +13.3% | -27.3% | +40.6% | +13.0% |
| 3M | +17.5% | -61.9% | +79.4% | +16.5% |
| 6M | +13.6% | -34.5% | +48.1% | +14.2% |
| YTD | +49.8% | -47.7% | +97.5% | +50.4% |
| 1Y | +47.9% | +53.3% | -5.5% | +55.2% |
| All | +47.9% | +53.3% | -5.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling